Happens to me also. I'd say 1 in 10 times, the SD card will play. I bought a 32GB card, formatted it per the manual. Had the car back twice to the dealer...amazing, it works for them every time. Today I took the car back and said show me how to work it...they couldn't. They blamed my card. I said, "let's put it in the Jeep Cherokee in the showroom...bam...it works! Not the card. The head units in a certain batch of models (mines a 2014 JGC Overland) are defective. It's a $3k fix according to the dealership. I reminded him it was a $48k purchase...fix it. They are checking with "Michigan" on the replacement workflow. Meanwhile, I use Satellite mostly.
But I echo others...this is a pain!